-100.0%
ZCMD vs ARWR
+77.5%
-177.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.1% |
| 7D | -2.9% | -17.9% | +15.0% | +3.1% |
| 30D | -28.5% | -18.9% | -9.6% | -23.8% |
| 3M | -56.5% | -46.0% | -10.6% | -46.9% |
| 6M | -99.7% | -40.3% | -59.3% | -99.6% |
| YTD | -99.9% | -29.0% | -70.9% | -99.8% |
| 1Y | -99.9% | +13.8% | -113.7% | -99.9% |
| All | -100.0% | +77.5% | -177.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling